+84.9%
VUG vs FND
-50.0%
+135.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | -1.7% | -19.6% | +17.9% | +1.7% |
| 3M | +2.8% | -4.3% | +7.2% | +2.9% |
| 6M | +13.6% | -20.4% | +34.1% | +16.8% |
| YTD | +8.1% | -21.9% | +29.9% | +10.9% |
| 1Y | +13.1% | -45.2% | +58.3% | +23.4% |
| All | +84.9% | -50.0% | +135.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling